even easier..
Install win me on first partition of about 2 gig.(This has to be primary and the size, as they say, doesn't matter as long as you have enough free space(unpartitioned) in you HD. you can make partitions in dos or use partition magic.
After installing win me, boot to win me and pop your win 2k CD in. If the auto-insert thing is on, it should promt you whether you want to upgrade. say no and then choose install win 2k. (don't choose upgrade). you will soon come to a screen with "advanced" tab. In that choose " I want to select the win 2k partition manually (or something like that) then go through set up, after rebooting, win 2k will ask you where you want to set up. Choose create partition in free space, make a logical drive and install win 2k on that, you might want to choose fat32 if you want win me to access your win 2k partition( why would you want that?)
After this the things should go smoothly.
icq me if you have problems.
having said all this, I advise against winme...